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Goodness of Fit Test

Definition

A Goodness of Fit Test is a statistical test used to determine how well an observed sample data fits an expected theoretical distribution. It assesses whether any differences between observed and expected frequencies are statistically significant or simply due to random chance.

Analogy

Think about baking cookies using a recipe. If you follow all the instructions precisely, your cookies should turn out as expected. However, if you deviate from the recipe, your cookies may not fit what was anticipated. Similarly, a Goodness of Fit Test helps us determine if our sample data "follows" or fits with what we would expect based on theory.

Related terms

Expected Frequencies: These are calculated frequencies based on theoretical distributions and serve as a basis for comparison in a Goodness of Fit Test.

Observed Frequencies: These are the actual frequencies obtained from sample data that are compared to expected frequencies in a Goodness of Fit Test.

Null Hypothesis: In statistical hypothesis testing, the null hypothesis states that any observed differences between observed and expected frequencies are due to random chance and not significant.